I guess that you have libfluidsynth.so installed
somewhere in /usr/lib/ and this one was compiled without
alsa support. If this is the case, when starting
./fluidsynth_simple it doesnt find libfluidsynth.so in the
current working directory and uses the one in /usr/lib/.
Either remove that installation or set LD_LIBRARY_PATH like:
export
LD_LIBRARY_PATH=/path/to/custom/libfluidsynth.so:$LD_LIBRARY_PATH
Or build fluidsynth_simple with a statically linked
libfluidsynth.a of which you know it was compiled with alsa
support.